Domain Mapping with on WordPress.com

I am an IT administrator and have been for years. I set up networks, DNS and all kinds of stuff like that.

I understand how the domain mapping works but if you read the documentation and you host YOUR OWN MU site it says you need to edit your DNS zone and create an A or CNAME record to point your IP address.

The information I am struggling to find is why WordPress.com say that in order to use the domain mapping part of their services you must change your name servers to them?? What is the reason for this?

I mean if I control my own domain and point the A record to their IP address it will achieve the same thing…At least from the documentation I have read. What are the extra steps they must do that you can’t do by yourself but requires them to control your domain? Any ideas…